Loop ARMA model

[Eva_87]

Hey guys, I heard this is a great site for getting help. I need to loop an ARMA model, but I can only get a simple arma model like this one:

Code: Select all

for !i= 1 to 6 for !j= 1 to 6 equation name_abc_!i_!j.ls dnameabc c ar(!i) ma(!j) next next

so the output is actually dnameabc c ar(1) ma(1) and dname_abc c ar(5) ma(4) for example but I need:

dname_abc c ar(1) ar(2) ar(3) ma(1) ma(2) ma(3) ma(4) for example and not a simple model equation.

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=15&t=1175

[Eva_87]

Ohh that works :o ! amazing! Thank you soo much :D

[Eva_87]

One question though, now that it returns the best fitted model it says either that the process is nonstationary or it says that MA is noninvertible :S. So, where seems to be the problem?

[startz]

You might want to post the offending output. The issue is likely to be econometric rather than software.

[Eva_87]

Never mind. I used the return percentages as dependent in the formula instead of the normal returns. When I used the normal returns, it did its job ;) :D